Fixed Income and Money Market Benchmark Statement

This document is a Benchmark Statement for the Fixed Income and Money Market Benchmark Family, version 2.10, published on January 22, 2026. It outlines the benchmarks used to measure the performance of bonds traded on the SIX Swiss Exchange and repo transactions on SIX Repo. The statement details the eligibility criteria for benchmark constituents, including the fixed income universe and money market universe. It also discusses potential limitations of the benchmarks, such as the use of the latest available data in case of trade suspensions. Furthermore, it describes the controls and rules for expert judgment in benchmark calculations, emphasizing the elimination of discretion wherever possible. The methodology section explains the structured process for benchmark methodology changes, ensuring that any revisions maintain the accuracy and reliability of the benchmarks. The document concludes with information on the determination of benchmarks and the importance of compliance with regulatory frameworks.